+120.7%
GOOGL vs PWR
+221.1%
-100.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | -0.5% |
| 7D | +1.8% | -12.9% | +14.6% | +4.1% |
| 30D | -18.8% | -22.8% | +4.1% | -14.8% |
| 3M | -20.3% | -19.0% | -1.4% | -17.7% |
| 6M | -28.4% | -31.1% | +2.7% | -23.1% |
| YTD | -8.8% | +28.3% | -37.1% | -18.1% |
| 1Y | +0.3% | +22.2% | -22.0% | -8.8% |
| 3Y | +120.7% | +222.2% | -101.5% | +60.3% |
| All | +120.7% | +221.1% | -100.3% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling